Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 3.19% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 61'665 CHF | 63'665 CHF | 100.00% | 100.00% |
19.11.2024 | 3.25% | 0.31 CHF | 0.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 30'285 CHF | 31'285 CHF | 99.90% | 99.90% |
18.11.2024 | 2.87% | 0.35 CHF | 0.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 34'416 CHF | 35'416 CHF | 99.91% | 99.91% |
15.11.2024 | 2.78% | 0.35 CHF | 0.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 35'510 CHF | 36'510 CHF | 100.00% | 100.00% |
14.11.2024 | 2.81% | 0.36 CHF | 0.37 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 35'062 CHF | 36'062 CHF | 100.00% | 100.00% |
13.11.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 32'344 CHF | 33'344 CHF | 100.00% | 100.00% |
12.11.2024 | 2.89% | 0.33 CHF | 0.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 34'095 CHF | 35'095 CHF | 99.71% | 99.71% |
11.11.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 34'936 CHF | 35'936 CHF | 99.91% | 99.91% |
08.11.2024 | 2.90% | 0.33 CHF | 0.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 33'976 CHF | 34'976 CHF | 100.00% | 100.00% |
07.11.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 39'443 CHF | 40'443 CHF | 99.87% | 99.87% |